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Continuous-Time Dynkin Games with Mixed Strategies

Citations

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Cited by:

  1. Bonatti, Alessandro & Hörner, Johannes, 2017. "Learning to disagree in a game of experimentation," Journal of Economic Theory, Elsevier, vol. 169(C), pages 234-269.
  2. Yuri Kifer, 2012. "Dynkin Games and Israeli Options," Papers 1209.1791, arXiv.org.
  3. Shmaya, Eran & Solan, Eilon, 2004. "Zero-sum dynamic games and a stochastic variation of Ramsey's theorem," Stochastic Processes and their Applications, Elsevier, vol. 112(2), pages 319-329, August.
  4. Steg, Jan-Henrik, 2018. "Preemptive investment under uncertainty," Games and Economic Behavior, Elsevier, vol. 110(C), pages 90-119.
  5. Tiziano De Angelis & Erik Ekström & Kristoffer Glover, 2022. "Dynkin Games with Incomplete and Asymmetric Information," Mathematics of Operations Research, INFORMS, vol. 47(1), pages 560-586, February.
  6. Tiziano De Angelis & Nikita Merkulov & Jan Palczewski, 2020. "On the value of non-Markovian Dynkin games with partial and asymmetric information," Papers 2007.10643, arXiv.org, revised Feb 2021.
  7. Fabien Gensbittel & Christine Grün, 2019. "Zero-Sum Stopping Games with Asymmetric Information," Mathematics of Operations Research, INFORMS, vol. 44(1), pages 277-302, February.
  8. Christensen, Sören & Lindensjö, Kristoffer, 2020. "On time-inconsistent stopping problems and mixed strategy stopping times," Stochastic Processes and their Applications, Elsevier, vol. 130(5), pages 2886-2917.
  9. Zhou Yang & Hyeng Keun Koo, 2018. "Optimal Consumption and Portfolio Selection with Early Retirement Option," Mathematics of Operations Research, INFORMS, vol. 43(4), pages 1378-1404, November.
  10. Boyarchenko, Svetlana & Levendorskiĭ, Sergei, 2014. "Preemption games under Lévy uncertainty," Games and Economic Behavior, Elsevier, vol. 88(C), pages 354-380.
  11. De Angelis, Tiziano & Ekström, Erik, 2020. "Playing with ghosts in a Dynkin game," Stochastic Processes and their Applications, Elsevier, vol. 130(10), pages 6133-6156.
  12. Steg, Jan-Henrik, 2015. "Symmetric equilibria in stochastic timing games," Center for Mathematical Economics Working Papers 543, Center for Mathematical Economics, Bielefeld University.
  13. Bayraktar, Erhan & Yao, Song, 2015. "Doubly reflected BSDEs with integrable parameters and related Dynkin games," Stochastic Processes and their Applications, Elsevier, vol. 125(12), pages 4489-4542.
  14. Hamadène, S. & Wang, H., 2009. "BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game," Stochastic Processes and their Applications, Elsevier, vol. 119(9), pages 2881-2912, September.
  15. de Angelis, Tiziano & Ferrari, Giorgio & Moriarty, John, 2016. "Nash equilibria of threshold type for two-player nonzero-sum games of stopping," Center for Mathematical Economics Working Papers 563, Center for Mathematical Economics, Bielefeld University.
  16. Gechun Liang & Haodong Sun, 2018. "Dynkin games with Poisson random intervention times," Papers 1803.00329, arXiv.org, revised Jul 2019.
  17. Riedel, Frank & Steg, Jan-Henrik, 2017. "Subgame-perfect equilibria in stochastic timing games," Journal of Mathematical Economics, Elsevier, vol. 72(C), pages 36-50.
  18. Boualem Djehiche, 2024. "On the value of a time-inconsistent mean-field zero-sum Dynkin game," Mathematics and Financial Economics, Springer, volume 18, number 12, December.
  19. Said Hamadene & Jianfeng Zhang, 2008. "The Continuous Time Nonzero-sum Dynkin Game Problem and Application in Game Options," Papers 0810.5698, arXiv.org.
  20. Rida Laraki & Eilon Solan, 2002. "Stopping Games in Continuous Time," Discussion Papers 1354, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  21. Christian Seel & Philipp Strack, 2016. "Continuous Time Contests with Private Information," Mathematics of Operations Research, INFORMS, vol. 41(3), pages 1093-1107, August.
  22. Erhan Bayraktar & Song Yao, 2015. "On the Robust Dynkin Game," Papers 1506.09184, arXiv.org, revised Sep 2016.
  23. Eran Shmaya & Eilon Solan, 2002. "Two Player Non Zero-Sum Stopping Games in Discrete Time," Discussion Papers 1347, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  24. Rida Laraki & Eilon Solan, 2012. "Equilibrium in Two-Player Nonzero-Sum Dynkin Games in Continuous Time," Working Papers hal-00753508, HAL.
  25. Said Hamadène & Mohammed Hassani, 2014. "The multi-player nonzero-sum Dynkin game in discrete time," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 79(2), pages 179-194, April.
  26. Georgiadis, George & Kim, Youngsoo & Kwon, H. Dharma, 2022. "The absence of attrition in a war of attrition under complete information," Games and Economic Behavior, Elsevier, vol. 131(C), pages 171-185.
  27. Yu-Jui Huang & Zhou Zhou, 2021. "A Time-Inconsistent Dynkin Game: from Intra-personal to Inter-personal Equilibria," Papers 2101.00343, arXiv.org, revised Dec 2021.
  28. Yu-Jui Huang & Zhou Zhou, 2022. "A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria," Finance and Stochastics, Springer, vol. 26(2), pages 301-334, April.
  29. Zhou Zhou, 2015. "Non-zero-sum stopping games in discrete time," Papers 1508.06032, arXiv.org.
  30. Gad, Kamille Sofie Tågholt & Matomäki, Pekka, 2020. "Optimal variance stopping with linear diffusions," Stochastic Processes and their Applications, Elsevier, vol. 130(4), pages 2349-2383.
  31. David Hobson & Gechun Liang & Edward Wang, 2021. "Callable convertible bonds under liquidity constraints and hybrid priorities," Papers 2111.02554, arXiv.org, revised Oct 2024.
  32. Kolb, Aaron M., 2015. "Optimal entry timing," Journal of Economic Theory, Elsevier, vol. 157(C), pages 973-1000.
  33. George Georgiadis & Youngsoo Kim & H. Dharma Kwon, 2021. "The Absence of Attrition in a War of Attrition under Complete Information," Papers 2110.12013, arXiv.org, revised Nov 2021.
  34. Banerjee, Snehal & Breon-Drish, Bradyn, 2020. "Strategic trading and unobservable information acquisition," Journal of Financial Economics, Elsevier, vol. 138(2), pages 458-482.
  35. Jodi Dianetti & Giorgio Ferrari & Renyuan Xu, 2024. "Exploratory Optimal Stopping: A Singular Control Formulation," Papers 2408.09335, arXiv.org, revised Oct 2024.
  36. Michael Ludkovski, 2010. "Stochastic Switching Games and Duopolistic Competition in Emissions Markets," Papers 1001.3455, arXiv.org, revised Aug 2010.
  37. Tiziano De Angelis & Erik Ekstrom, 2019. "Playing with ghosts in a Dynkin game," Papers 1905.06564, arXiv.org.
  38. Joffrey Derchu & Philippe Guillot & Thibaut Mastrolia & Mathieu Rosenbaum, 2020. "AHEAD : Ad-Hoc Electronic Auction Design," Papers 2010.02827, arXiv.org.
  39. Guo, Ivan & Rutkowski, Marek, 2016. "Discrete time stochastic multi-player competitive games with affine payoffs," Stochastic Processes and their Applications, Elsevier, vol. 126(1), pages 1-32.
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